+301.7%
SPOT vs TAP
-31.3%
+333.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -2.6% | -6.3% | +3.7% | -2.0% |
| 30D | +13.5% | +2.7% | +10.8% | +13.3% |
| 3M | +22.2% | -3.7% | +26.0% | +22.6% |
| 6M | +38.3% | -2.0% | +40.3% | +38.5% |
| YTD | +3.1% | -12.3% | +15.4% | +3.8% |
| 1Y | -7.6% | -10.1% | +2.4% | -7.2% |
| 3Y | +250.0% | -25.3% | +275.3% | +255.1% |
| 5Y | +113.3% | -1.9% | +115.3% | +111.5% |
| All | +301.7% | -31.3% | +333.0% | +272.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling